-45.2%
INTU vs XYL
-30.7%
-14.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.0% | -1.5% | +2.7% |
| 7D | +8.7% | +14.5% | -5.9% | +6.6% |
| 30D | +25.9% | -1.3% | +27.2% | +25.9% |
| 3M | +10.7% | -17.0% | +27.7% | +11.1% |
| 6M | -11.6% | -11.3% | -0.2% | -10.2% |
| YTD | -45.4% | -25.0% | -20.4% | -43.3% |
| 1Y | -45.2% | -31.5% | -13.7% | -41.4% |
| All | -45.2% | -30.7% | -14.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling